Narrow search
Showing 1 - 10 of 15,755
Cover Image
Oil Price, Overleveraging and Shakeout in the Shale Energy Sector -- Game Changers in the Oil Industry
Gevorkyan, Arkady - 2015
In recent years, we have observed significant growth in unconventional energy, shale energy, in particular in the United States. There was a boom, followed by a bust. The plunge in oil price triggered a prolonged bust in the energy sector. Which firms will benefit, and which will be squeezed out...
Persistent link: https://www.econbiz.de/10013013795
Cover Image
Dynamic Roughness in the Term Structure of Oil Markets Volatility
Alfeus, Mesias; Sklibosios Nikitopoulos, Christina; … - 2023
This paper analyses the attributes and the significance of the roughness of oil market volatility. We employ unspanned … stochastic volatility models driven by rough Brownian motions that yield semi-analytical prices for futures options entailing … futures and provide empirical evidence of the roughness in oil volatility. Introducing just one additional parameter, the …
Persistent link: https://www.econbiz.de/10014260238
Cover Image
Crude oil price fluctuations and Saudi Arabia's behaviour
De Santis, Roberto A. - In: Energy economics 25 (2003) 2, pp. 155-173
Persistent link: https://www.econbiz.de/10001756358
Cover Image
Lags, Costs, and Shocks : An Equilibrium Model of the Oil Industry
Bornstein, Gideon - 2017
market in a general-equilibrium model of the world economy. We analyze the impact of the advent of fracking on the volatility … of oil prices. Our model predicts a large decline in this volatility …
Persistent link: https://www.econbiz.de/10012955791
Cover Image
Lags, costs, and shocks : an equilibrium model of the oil industry
Bornstein, Gideon; Krusell, Per; Rebelo, Sérgio - 2017
Persistent link: https://www.econbiz.de/10011669352
Cover Image
Lags, costs and shockes : an equilibrium model of the oil industry
Bornstein, ,Gideon; Krusell, Per; Rebelo, Sérgio - 2017
Persistent link: https://www.econbiz.de/10011685145
Cover Image
Lags, Costs, and Shocks : An Equilibrium Model of the Oil Industry
Bornstein, Gideon - 2017
the world economy. We analyze the impact of the advent of fracking on the volatility of oil prices. Our model predicts a … large decline in this volatility …
Persistent link: https://www.econbiz.de/10012455258
Cover Image
Crude oil price fluctuations and Saudi Arabian behaviour
De Santis, Roberto A. - 2000
Persistent link: https://www.econbiz.de/10013261115
Cover Image
Refining the workhorse oil market model
Zhou, Xiaoqing - 2019
The Kilian and Murphy (2014) structural vector autoregressive model has become the workhorse model for the analysis of oil markets. I explore various refinements and extensions of this model, including the effects of (1) correcting an error in the measure of global real economic activity, (2)...
Persistent link: https://www.econbiz.de/10012230336
Cover Image
Monopoly Power in the Oil Market and the Macroeconomy
Branger, Nicole; Flacke, René Marian; Gräber, Nikolai - 2019
This paper studies macroeconomic consequences of oil price shocks caused by innovations in the monopoly power in the oil market. Monopoly power is interpreted as oil producers' ability to charge a markup over marginal costs. We propose a novel way to identify markup shocks based on meetings of...
Persistent link: https://www.econbiz.de/10014118702